+91.7%
AXP vs BB
-18.0%
+109.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.2% |
| 7D | -1.1% | +15.0% | -16.1% | -3.3% |
| 30D | +5.2% | +3.5% | +1.8% | +4.2% |
| 3M | -4.6% | +2.7% | -7.2% | -5.9% |
| 6M | +3.2% | +44.7% | -41.5% | -6.2% |
| YTD | -11.3% | +143.3% | -154.6% | -27.5% |
| 1Y | -11.0% | +102.2% | -113.2% | -24.9% |
| 3Y | +120.2% | +156.1% | -35.9% | +68.4% |
| 5Y | +91.7% | -17.6% | +109.3% | +96.4% |
| All | +91.7% | -18.0% | +109.7% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling